I think you have to be pretty stupid to say it doesn't exist in America.
But like Rudey said, I think it's a more complicated issue than some people make it out to be. You know, with the people who "look white" but aren't and vice versa -- which is why I assume the topic of this thread is "white skin privilege" rather than "white privilege."
And then among people of color, what do the variations in skin color signify -- is somebody who is clearly black but of lighter skin color going to have more privilege than someone who is darker? And I think that Asian-Americans and the whole "model minority" myth bring up another twist.